Chaos and order in the capital markets

Peters, E. (1996). Chaos and order in the capital markets: a new view of cycles, prices, and market volatility. Wiley.

Type

Book

Intellectual base

Textbook

Year

1996

Link

no authoritative link yet

Cited by

1 citation across 1 artifact.

Domain-specific

• Fractal analysis
  • … a convenient observable transfers from Box-counting estimates how the number of occupied boxes changes with box size and uses the slope only over a defensible scaling range. to An analyst tests surrogate data and sensitivity to thresholds because limited dynamic range can make many ordinary processes look fractal..

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Registry ID ref:7ca37ea35afa · see in the full table